+401.0%
SN vs APD
+9.1%
+391.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.6% |
| 7D | -9.3% | -2.2% | -7.1% | -8.5% |
| 30D | -4.8% | +2.1% | -6.9% | -5.6% |
| 3M | +40.4% | +7.2% | +33.2% | +36.2% |
| 6M | +50.9% | +11.2% | +39.7% | +43.2% |
| YTD | +54.9% | +24.4% | +30.6% | +38.7% |
| 1Y | +43.0% | +6.7% | +36.4% | +37.2% |
| All | +401.0% | +9.1% | +391.9% | +369.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded APD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling